-4.9%
APA vs FFIV
+224.0%
-228.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | -1.5% | -0.2% | -0.9% |
| 30D | +15.7% | -2.7% | +18.4% | +16.9% |
| 3M | +16.5% | -1.7% | +18.1% | +15.5% |
| 6M | +35.1% | +36.1% | -1.0% | +10.4% |
| YTD | +82.2% | +52.6% | +29.6% | +37.9% |
| 1Y | +102.5% | +21.5% | +80.9% | +73.2% |
| 3Y | +10.3% | +142.7% | -132.4% | -39.6% |
| 5Y | +166.1% | +92.6% | +73.6% | +61.7% |
| 10Y | -4.9% | +225.5% | -230.4% | -60.7% |
| All | -4.9% | +224.0% | -228.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling